Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49574.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43564.04 Kr¶

PnL: ---------------------------------------> -1311.54 Kr¶

DD now: ---------------------------------> -6.675 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 14:36:05.685673'

Anic Portfolio¶

Today¶

Return: -0.005 %¶

This Week¶

Return: -2.318 %¶

Total portfolio value¶

Return including deposits: 62.295 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.100000 1516.190000 93.190000 6.550000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -0.950000 916.320000 4.320000 0.470000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Atrium Ljungberg B 5 0.560000 899.000000 -5.000000 -0.550000 904.000000
JM 7 0.300000 942.900000 -7.100000 -0.750000 950.000002
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.610000 982.800000 -10.200000 -1.030000 993.000000
Biotage 1 -4.150000 136.100000 -12.900000 -8.660000 149.000000
BioGaia B 8 1.180000 890.400000 -13.600000 -1.500000 904.000000
Eastnine 6 -2.010000 643.200000 -13.800000 -2.100000 657.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
OX2 12 -1.390000 894.000000 -15.000000 -1.650000 909.000000
Vitrolife 3 0.550000 660.600000 -16.400000 -2.420000 677.000001
Gränges 10 0.200000 1020.000000 -19.000000 -1.830000 1039.000000
Bufab 3 -0.280000 1056.600000 -19.400000 -1.800000 1076.000001
Latour B 4 -1.700000 833.600000 -22.400000 -2.620000 856.000000
Vitec Software Group B 2 -2.260000 1080.000000 -24.000000 -2.170000 1104.000000
Investor B 3 -0.660000 633.450000 -24.550000 -3.730000 657.999999
Hexatronic Group 15 0.030000 1044.900000 -26.100000 -2.440000 1071.000000
Addnode Group B 7 -1.030000 878.500000 -26.500000 -2.930000 904.999998
Hoist Finance 36 1.110000 982.800000 -28.200000 -2.790000 1010.999988
Sandvik 4 -0.240000 816.400000 -31.600000 -3.730000 848.000000
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Sagax B 4 -2.030000 850.400000 -34.600000 -3.910000 885.000000
Alimak Group 12 -0.250000 969.600000 -37.400000 -3.710000 1007.000004
SKF B 5 -0.790000 941.000000 -39.000000 -3.980000 980.000000
Byggmax Group 33 -0.850000 927.960000 -39.040000 -4.040000 966.999990
EQT 4 -2.500000 828.000000 -45.000000 -5.150000 873.000000
Platzer Fastigheter Holding B 12 -0.790000 901.200000 -49.800000 -5.240000 951.000000
Catena 2 -0.260000 754.400000 -51.600000 -6.400000 806.000000
HEXPOL B 8 -5.100000 893.600000 -63.400000 -6.620000 957.000000
Orrön Energy 170 -4.010000 1972.000000 -74.000000 -3.620000 2045.999980
Hexagon B 26 -1.420000 3335.800000 -84.200000 -2.460000 3420.000012
VEF 788 -0.960000 1795.060000 -107.940000 -5.670000 1903.000300
Sedana Medical 93 0.510000 2577.960000 -405.620000 -13.600000 2983.577733
TOTAL 43564.040000 -1311.540000 -6.67454% 44875.578016

Updated:¶

'2023-06-21 14:36:21.916213'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶